+421.4%
EWT vs MOD
+1,005.7%
-584.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +9.9% | -2.7% | +5.6% |
| 7D | -5.0% | -13.9% | +9.0% | -3.1% |
| 30D | -16.3% | -41.5% | +25.2% | -9.4% |
| 3M | -7.2% | -45.7% | +38.5% | +1.3% |
| 6M | -0.5% | -61.1% | +60.6% | +13.9% |
| YTD | +50.6% | -20.5% | +71.1% | +54.5% |
| 1Y | +54.8% | -32.1% | +87.0% | +61.7% |
| 3Y | +155.5% | +146.5% | +9.0% | +116.6% |
| 5Y | +116.4% | +812.7% | -696.3% | +51.4% |
| 10Y | +421.4% | +966.8% | -545.4% | +259.4% |
| All | +421.4% | +1,005.7% | -584.3% | +259.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling